+1,607.6%
RMD vs SPXS
-100.0%
+1,707.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.6% |
| 7D | +2.1% | -7.5% | +9.6% | -0.1% |
| 30D | +2.1% | +5.3% | -3.2% | +4.2% |
| 3M | +6.2% | +9.7% | -3.5% | +10.0% |
| 6M | +19.4% | -4.6% | +23.9% | +19.2% |
| YTD | +0.5% | -25.8% | +26.3% | -5.7% |
| 1Y | -3.9% | -28.8% | +24.8% | -10.8% |
| 3Y | +72.5% | -80.2% | +152.7% | +19.2% |
| 5Y | -1.5% | -83.2% | +81.7% | -26.0% |
| 10Y | +345.8% | -99.5% | +445.3% | +63.2% |
| All | +1,607.6% | -100.0% | +1,707.6% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling